Trading Metrics calculated at close of trading on 19-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2013 |
19-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
12,395 |
12,395 |
0 |
0.0% |
12,375 |
High |
12,480 |
12,515 |
35 |
0.3% |
12,570 |
Low |
12,225 |
12,350 |
125 |
1.0% |
12,220 |
Close |
12,425 |
12,450 |
25 |
0.2% |
12,480 |
Range |
255 |
165 |
-90 |
-35.3% |
350 |
ATR |
221 |
217 |
-4 |
-1.8% |
0 |
Volume |
19,117 |
14,352 |
-4,765 |
-24.9% |
58,364 |
|
Daily Pivots for day following 19-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,933 |
12,857 |
12,541 |
|
R3 |
12,768 |
12,692 |
12,496 |
|
R2 |
12,603 |
12,603 |
12,480 |
|
R1 |
12,527 |
12,527 |
12,465 |
12,565 |
PP |
12,438 |
12,438 |
12,438 |
12,458 |
S1 |
12,362 |
12,362 |
12,435 |
12,400 |
S2 |
12,273 |
12,273 |
12,420 |
|
S3 |
12,108 |
12,197 |
12,405 |
|
S4 |
11,943 |
12,032 |
12,359 |
|
|
Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,473 |
13,327 |
12,673 |
|
R3 |
13,123 |
12,977 |
12,576 |
|
R2 |
12,773 |
12,773 |
12,544 |
|
R1 |
12,627 |
12,627 |
12,512 |
12,700 |
PP |
12,423 |
12,423 |
12,423 |
12,460 |
S1 |
12,277 |
12,277 |
12,448 |
12,350 |
S2 |
12,073 |
12,073 |
12,416 |
|
S3 |
11,723 |
11,927 |
12,384 |
|
S4 |
11,373 |
11,577 |
12,288 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,570 |
12,225 |
345 |
2.8% |
191 |
1.5% |
65% |
False |
False |
13,071 |
10 |
12,570 |
11,840 |
730 |
5.9% |
225 |
1.8% |
84% |
False |
False |
16,013 |
20 |
12,570 |
11,125 |
1,445 |
11.6% |
234 |
1.9% |
92% |
False |
False |
10,831 |
40 |
12,570 |
10,450 |
2,120 |
17.0% |
190 |
1.5% |
94% |
False |
False |
5,669 |
60 |
12,570 |
10,005 |
2,565 |
20.6% |
160 |
1.3% |
95% |
False |
False |
3,781 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,216 |
2.618 |
12,947 |
1.618 |
12,782 |
1.000 |
12,680 |
0.618 |
12,617 |
HIGH |
12,515 |
0.618 |
12,452 |
0.500 |
12,433 |
0.382 |
12,413 |
LOW |
12,350 |
0.618 |
12,248 |
1.000 |
12,185 |
1.618 |
12,083 |
2.618 |
11,918 |
4.250 |
11,649 |
|
|
Fisher Pivots for day following 19-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
12,444 |
12,433 |
PP |
12,438 |
12,415 |
S1 |
12,433 |
12,398 |
|